Improving Equity Fund Alpha Estimates with a Second Size Factor

Nanqing Dong; Luka Jankovic; Anne Stewart; Scott Stewart

doi:10.3905/jpm.2022.1.435

Improving Equity Fund Alpha Estimates with a Second Size Factor

Nanqing Dong, Luka Jankovic, Anne Stewart and Scott Stewart

The Journal of Portfolio Management Quantitative Special Issue 2023, jpm.2022.1.435; DOI: https://doi.org/10.3905/jpm.2022.1.435

Nanqing Dong

is a PhD Candidate at the University of Oxford in Oxford in the United Kingdom

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Luka Jankovic

is a head of GalaxyOne at Galaxy Digital in New York, NY

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Anne Stewart

is a manager, financial planning and analysis at Panera, LLC, in Boston, MA

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Scott Stewart

is a clinical professor of finance and accounting at SC Johnson College of Business at Cornell University in Ithaca, NY

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The Journal of Portfolio Management

Vol. 49, Issue 3

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Improving Equity Fund Alpha Estimates with a Second Size Factor

Nanqing Dong, Luka Jankovic, Anne Stewart, Scott Stewart

The Journal of Portfolio Management Nov 2022, jpm.2022.1.435; DOI: 10.3905/jpm.2022.1.435

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Improving Equity Fund Alpha Estimates with a Second Size Factor

Nanqing Dong, Luka Jankovic, Anne Stewart, Scott Stewart

The Journal of Portfolio Management Nov 2022, jpm.2022.1.435; DOI: 10.3905/jpm.2022.1.435

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